+1,143.9%
OMAB vs SPY
+694.0%
+449.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -9.0% | +0.1% | -9.1% | -9.1% |
| 3M | 0.0% | +2.0% | -2.0% | -1.6% |
| 6M | -11.7% | +13.0% | -24.7% | -20.4% |
| YTD | -5.7% | +13.5% | -19.2% | -15.3% |
| 1Y | +1.8% | +20.0% | -18.1% | -13.0% |
| 3Y | +25.6% | +77.2% | -51.6% | -24.6% |
| 5Y | +188.0% | +81.9% | +106.2% | +67.4% |
| 10Y | +208.4% | +314.1% | -105.7% | -8.7% |
| All | +1,143.9% | +694.0% | +449.9% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling